Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 97 | — |
| Standard deviation | 11.53 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 7.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 96 | — |
| Standard deviation | 11.06 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 8.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 90 | — |
| Standard deviation | 10.49 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 7.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 121.06K | — |
| 3-year earnings growth | 20.82 | — |